The filtering based maximum likelihood recursive least squares estimation for multiple-input single-output systems

DOI10.1016/J.APM.2015.08.015zbMATH Open1452.62693OpenAlexW2202084394MaRDI QIDQ2289158FDOQ2289158

Authors: Feiyan Chen, Feng Ding 

Publication date: 28 January 2020

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2015.08.015

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zbMATH Keywords

maximum likelihoodleast squaressystem identificationdata filteringmultiple-input systems

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Identification in stochastic control theory (93E12)

Cites Work

• Recursive least squares estimation algorithm applied to a class of linear-in-parameters output error moving average systems
• Blind maximum likelihood identification of Hammerstein systems
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• Efficient computation of enclosures for the exact solvents of a quadratic matrix equation
• The generalized centro-symmetric and least squares generalized centro-symmetric solutions of the matrix equation \(AYB + CY^{T}D = E\)
• Analysis of an iterative algorithm to solve the generalized coupled Sylvester matrix equations
• Computation of matrix exponentials of special matrices
• Kalman filter-based identification for systems with randomly missing measurements in a network environment
• The reflexive and Hermitian reflexive solutions of the generalized Sylvester-conjugate matrix equation
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• Robust mixed control of networked control systems with random time delays in both forward and backward communication links
• Unified synchronization criteria for hybrid switching-impulsive dynamical networks
• Accuracy analysis of time domain maximum likelihood method and sample maximum likelihood method for errors-in-variables and output error identification
• Multi-innovation stochastic gradient identification for Hammerstein controlled autoregressive autoregressive systems based on the filtering technique
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• Fault-tolerant control algorithm of the manned submarine with multi-thruster based on quantum-behaved particle swarm optimisation
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• Maximum likelihood gradient-based iterative estimation algorithm for a class of input nonlinear controlled autoregressive ARMA systems
• Multivariable identification and controller design of an integrated flight control system
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• Maximum-Likelihood Estimation of the Discrete Coefficient of Determination in Stochastic Boolean Systems

Cited In (23)

• A new adaptive identification framework for nonlinear multi-input multi-output systems under colored noise
• A novel weight function-based robust iterative learning identification method for discrete Box-Jenkins models with Student's \(t\)-distribution noises
• Model recovery for Hammerstein systems using the auxiliary model based orthogonal matching pursuit method
• Gradient-based iterative algorithms for generalized coupled Sylvester-conjugate matrix equations
• Maximum likelihood gradient identification for multivariate equation‐error moving average systems using the multi‐innovation theory
• Distributed joint parameter and state estimation algorithm for large-scale interconnected systems
• The maximum likelihood least squares based iterative estimation algorithm for bilinear systems with autoregressive moving average noise
• Computational fluid dynamics based dynamic modeling of parafoil system
• Optimal experiment design for identification of ARX models with constrained output in non-Gaussian noise
• Data filtering based maximum likelihood extended gradient method for multivariable systems with autoregressive moving average noise
• Maximum likelihood based recursive parameter estimation for controlled autoregressive ARMA systems using the data filtering technique
• A modified gradient-based iterative algorithm for solving the complex conjugate and transpose matrix equations
• Adaptive gradient-based iterative algorithm for multivariable controlled autoregressive moving average systems using the data filtering technique
• The relaxed gradient-based iterative algorithms for a class of generalized coupled Sylvester-conjugate matrix equations
• Maximum likelihood based identification methods for rational models
• Data filtering based multi-innovation extended gradient method for controlled autoregressive autoregressive moving average systems using the maximum likelihood principle
• Maximum likelihood-based recursive least-squares estimation for multivariable systems using the data filtering technique
• New proof of the gradient-based iterative algorithm for the Sylvester conjugate matrix equation
• A filtering based recursive least squares estimation algorithm for pseudo-linear auto-regressive systems
• Maximum likelihood estimation of linear stochastic systems in the class of sequential square-root orthogonal filtering methods
• Filtering based recursive least squares algorithm for multi-input multioutput Hammerstein models
• Data filtering based recursive and iterative least squares algorithms for parameter estimation of multi-input output systems
• Data filtering based recursive least squares algorithm for two-input single-output systems with moving average noises

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